Search results for " Brownian Motion"

showing 10 items of 59 documents

Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response.

2006

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization of a Brownian dynamics for which the model reaction kinetics takes on the form of a stochastic differential equation. After eliminating a fast kinetics, the model can be rephrased into a form of a one-dimensional overdamped Langevin equation. We discuss physical aspects of environmental noises acting in such a reduced system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena …

KineticsNoise intensityComputational methods in statistical physics and nonlinear dynamicNoise (electronics)Stability (probability)Quantitative Biology::Cell BehaviorImmune systemNeoplasmsChemical kinetics and dynamics.AnimalsHumansImmunologic FactorsComputer SimulationStatistical physicsQuantitative Biology - Populations and EvolutionCell ProliferationFluctuation phenomena random processes noise and Brownian motionStochastic ProcessesModels StatisticalStochastic processChemistryChemical kinetics in biological systemPopulations and Evolution (q-bio.PE)Models ImmunologicalImmunity InnateLangevin equationFOS: Biological sciencesNeoplastic cellBiological systemSignal TransductionPhysical review. E, Statistical, nonlinear, and soft matter physics
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Gaussian models for the distribution of Brownian particles in tilted periodic potentials

2011

We present two Gaussian approximations for the time-dependent probability density function (PDF) of an overdamped Brownian particle moving in a tilted periodic potential. We assume high potential barriers in comparison with the noise intensity. The accuracy of the proposed approximated expressions for the time-dependent PDF is checked with numerical simulations of the Langevin dynamics. We found a quite good agreement between theoretical and numerical results at all times.

Langevin dynamics Overdamped Brownian motion periodic tilted potential stochastic processes Gaussian approximationSettore FIS/03 - Fisica Della Materia
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Regularity of Spike Trains and Harmony Perception in a Model of the Auditory System

2011

Spike train regularity of the noisy neural auditory system model under the influence of two sinusoidal signals with different frequencies is investigated. For the increasing ratio m/n of the input signal frequencies (m, n are natural numbers) the linear growth of the regularity is found at the fixed difference (m - n). It is shown that the spike train regularity in the model is high for harmonious chords of input tones and low for dissonant ones.

Markov processeSpeech recognitionAcousticsSpike trainmedia_common.quotation_subjectModels NeurologicalGeneral Physics and AstronomyMarkov processNatural numberSignalSettore FIS/03 - Fisica Della Materiasymbols.namesakeDiscrimination PsychologicalHearingInterneuronsPerceptionmedicineAuditory systemMathematicsmedia_commonFluctuation phenomena random processes noise and Brownian motionQuantitative Biology::Neurons and CognitionSensor auditory systemBrainmedicine.anatomical_structuresymbolsInformation and communication theorySpike (software development)TrainPhysical Review Letters
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Role of noise in a market model with stochastic volatility

2006

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…

Noise inducedProbability theory stochastic processes and statisticFOS: Physical sciencesEconomicFOS: Economics and businessStochastic differential equationStatistical physicsMarket modelCondensed Matter - Statistical MechanicsEconomics; econophysics financial markets business and management; Probability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motion; Complex SystemsMathematicsFluctuation phenomena random processes noise and Brownian motionStatistical Finance (q-fin.ST)Stochastic volatilityStatistical Mechanics (cond-mat.stat-mech)Cubic nonlinearityQuantitative Finance - Statistical FinanceComplex SystemsWhite noiseDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsHeston modelVolatility (finance)econophysics financial markets business and management
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Mean Escape Time in a System with Stochastic Volatility

2007

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion is replaced by a random walk in the presence of a cubic nonlinearity. We investigate the statistical properties of the escape time of the returns, from a given interval, as a function of the three parameters of the model. We find that the noise can have a stabilizing effect on the system, as long as the global noise is not too high with respect to the effective potential barr…

Physics - Physics and SocietyMean escape timeFOS: Physical sciencesPhysics and Society (physics.soc-ph)Heston modelFOS: Economics and businessEconometricsEconophysics; Mean escape time; Heston model; Stochastic modelStatistical physicsCondensed Matter - Statistical MechanicsMathematicsGeometric Brownian motionStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic volatilityStochastic processEconophysicQuantitative Finance - Statistical FinanceDisordered Systems and Neural Networks (cond-mat.dis-nn)Brownian excursionCondensed Matter - Disordered Systems and Neural NetworksSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Heston modelStochastic modelReflected Brownian motionVolatility (finance)Rendleman–Bartter model
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A partially reflecting random walk on spheres algorithm for electrical impedance tomography

2015

In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias…

Physics and Astronomy (miscellaneous)random diffusion coefficientvariance reductionMonte Carlo method010103 numerical & computational mathematicsControl variates01 natural sciencesdiscontinuous diffusion coefficientrandom walk on spheresFOS: Mathematics[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]Mathematics - Numerical Analysis0101 mathematicsElectrical impedance tomographyMathematicsNumerical AnalysisApplied MathematicsProbabilistic logicEstimatorMonte Carlo methodsreflecting Brownian motionNumerical Analysis (math.NA)Inverse problemRandom walkComputer Science Applications010101 applied mathematicsComputational MathematicsModeling and SimulationVariance reductionAlgorithmelectrical impedance tomographyJournal of Computational Physics
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Noise-induced enhancement of stability in a metastable system with damping

2010

5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r

PhysicsFluctuation phenomena random processes noise and Brownian motionCondensed matter physicsProbability theory stochastic processes and statisticFunction (mathematics)Stability (probability)Settore FIS/03 - Fisica Della MateriaProbability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motionColors of noiseMetastabilityQuantum mechanicsParticleFirst-hitting-time modelNoise (radio)Brownian motion
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TRANSIENT DYNAMICS AND ASYMPTOTIC POPULATIONS IN A DRIVEN METASTABLE QUANTUM SYSTEM

2013

The transient dynamics of a periodically driven metastable quantum system, interacting with a heat bath, is investigated. The time evolution of the populations, within the framework of the Feynman–Vernon influ- ence functional and in the discrete variable representation, is analyzed by varying the parameters of the external driving. The results display strong non-monotonic behaviour of the populations with respect to the driving frequency.

PhysicsFluctuation phenomena random processes noise and Brownian motionDynamics (mechanics)quantum statistical methodGeneral Physics and AstronomyRELAXATIONDecoherenceSettore FIS/03 - Fisica Della MateriaNOISEQuantum systems with finite Hilbert spaceClassical mechanicsRELAXATION; NOISEMetastabilityQuantum systemTransient (oscillation)open system
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Noise effects in two different biological systems

2009

We investigate the role of the colored noise in two biological systems: (i) adults of Nezara viridula (L.) (Heteroptera: Pentatomidae), and (ii) polymer translocation. In the first system we analyze, by directionality tests, the response of N. viridula individuals to subthreshold signals plus noise in their mating behaviour. The percentage of insects that react to the subthreshold signal shows a nonmonotonic behaviour, characterized by the presence of a maximum, as a function of the noise intensity. This is the signature of the non-dynamical stochastic resonance phenomenon. By using a “soft” threshold model we find that the maximum of the input-output cross correlation occurs in the same ra…

PhysicsFluctuation phenomena random processes noise and Brownian motionQuantitative Biology::BiomoleculesCondensed matter physicsBistabilityStochastic resonanceStochastic processMolecular dynamics Brownian dynamicThermal fluctuationsMolecular interactionWhite noiseNoise in biological systemCondensed Matter PhysicsMolecular physicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsColors of noiseBrownian dynamicsPolymermembrane-protein interactionsNoise (radio)Biophysical mechanisms of interaction
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Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise

2008

We analyze the dynamics of the FitzHugh-Nagumo (FHN) model in the presence of colored noise and a periodic signal. Two cases are considered: (i) the dynamics of the membrane potential is affected by the noise, (ii) the slow dynamics of the recovery variable is subject to noise. We investigate the role of the colored noise on the neuron dynamics by the mean response time (MRT) of the neuron. We find meaningful modifications of the resonant activation (RA) and noise enhanced stability (NES) phenomena due to the correlation time of the noise. For strongly correlated noise we observe suppression of NES effect and persistence of RA phenomenon, with an efficiency enhancement of the neuronal respo…

PhysicsFluctuation phenomena random processes noise and Brownian motionSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciAutocorrelationDynamics (mechanics)Mean and predicted responseModels of single neurons and networks; Noise in the nervous system; Fluctuation phenomena random processes noise and Brownian motion; Nonlinear dynamics and chaosFOS: Physical sciencesNoise in the nervous systemModels of single neurons and networkCondensed Matter PhysicsFitzhugh nagumoNonlinear dynamics and chaosStability (probability)Electronic Optical and Magnetic MaterialsPeriodic functionNoiseColors of noiseBiological Physics (physics.bio-ph)Statistical physicsPhysics - Biological Physics
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